References

• 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
• 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
• 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
• 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis3,283 cited
• 1983THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS2,936 cited
• 1996Statistics for Long-Memory Processes.2,686 cited
• 1996Long memory processes and fractional integration in econometrics1,879 cited
• 1997Multiple Trend Breaks and the Unit-Root Hypothesis1,504 cited
• 1996Statistics for Long-Memory Processes.1,480 cited
• 1980Long memory relationships and the aggregation of dynamic models1,448 cited
• 1990Testing for a Unit Root in a Time Series With a Changing Mean1,180 cited
• 1981On the bias in flexible functional forms and an essentially unbiased form977 cited
• 2006A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks879 cited
• 1994Efficient Tests of Nonstationary Hypotheses863 cited
• 2012The flexible Fourier form and Dickey–Fuller type unit root tests